SAP ABAP Function Module OPTION_PRICE_AMER_BIN (Preis einer amerikanischen Standardoption)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Function Module | OPTION_PRICE_AMER_BIN | Preis einer amerikanischen Standardoption |
| Function Group | TBOP | Option valuation functions |
| Program Name | SAPLTBOP | |
| INCLUDE Name | LTBOPU07 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
PRICE | TYPE | Prämie der Option | ||||
 Importing |
DAYS | TYPE | Laufzeit in Tagen | ||||
| Importing |
DOMESTIC_RATE | TYPE | JBD11-IFR | Inlandszins in Prozent (Bsp.: 5,8 für 5,8%) | |||
| Importing |
FOREIGN_RATE | TYPE | JBD11-IFR | Auslandszins | |||
| Importing |
PUT_CALL | TYPE | Kennzeichen für Put oder Call | ||||
| Importing |
SPOT | TYPE | JBROPTI-OSKURS | aktueller Kurs des Underlying | |||
| Importing |
STEPS | TYPE | Anzahl Schritte für den Binomialbaum (Max. 100) | ||||
| Importing |
STRIKE | TYPE | JBROPTI-OSKURS | Strike / basispreis der Option | |||
| Importing |
UNDERLYING | TYPE | JBRBEST-SANLF | '600' | Kennzeichen für Underlyingtyp, für Delta ben. | ||
| Importing |
VOLA | TYPE | VTVSZCVO-VOLA | Volatilität als p.a.-Prozentsatz (Bsp.: 11,2 ) | |||
| Importing |
BASISTAGE | TYPE | I | 365 | |||
 Exception |
NEG_DAYS | TYPE | Keine oder negative Laufzeit | ||||
| Exception |
NEG_DOMRATE | TYPE | Inlandszins negativ | ||||
| Exception |
NEG_FORRATE | TYPE | Auslandszins negativ | ||||
| Exception |
NEG_STRIKE | TYPE | Negativer Strike (0 ist erlaubt!) | ||||
| Exception |
NO_PC | TYPE | Weder Put noch Call | ||||
| Exception |
ZERO_NEG_SPOT | TYPE | Kein oder negativer Kurs | ||||
| Exception |
ZERO_NEG_STEPS | TYPE | Keine oder negative Schrittzahl | ||||
| Exception |
ZERO_NEG_VOLA | TYPE | Keine oder negative Vola | ||||
Processing Type
| Normal Function Module | |
 Remote-Enabled Module |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 19970710 |
| SAP Release Created in |
